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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Time-varying NAIRU and some of its determinants - a semi-structural approach : evidence from Eastern European economies
Pošta, Vit - In: Eastern European economics 53 (2015) 2, pp. 149-165
Persistent link: https://www.econbiz.de/10011373081
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Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da; Grasselli, Martino; Ielpo, Florian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
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Financial inclusion and per capita real GSP growth across fifty US states and the District of Columbia : evidences from panel cointegration and GMM estimates
Mustafa, Muhammad; Rahman, A. K. M. Matiur - In: Global business and finance review 20 (2015) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10011434249
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Industrial diversification and risk in an emerging market : evidence from Turkey
Yücel, Emel; Önal, Yıldırım Beyazıt - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1292-1306
Persistent link: https://www.econbiz.de/10011561274
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Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates
Cserna, Balázs - 2008
We show by Monte Carlo simulations that the jackknife estimation of QUENOUILLE (1956) provides substantial bias reduction for the estimation of short-term interest rate models applied in CHAN ET AL. (1992) - hereafter CKLS (1992). We find that an alternative estimation based on NOWMAN (1997)...
Persistent link: https://www.econbiz.de/10003747325
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The impact of business cycle on banks’ capital buffer, risk and efficiency : a dynamic GMM approach from a developing economy
Moudud-Ul-Huq, Syed - In: Global business review 22 (2021) 4, pp. 921-940
Persistent link: https://www.econbiz.de/10012591597
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The conundrum of bank capital structure : empirical evidence from Pakistan
Sarwar, Bilal; Noor, Muhammad; Zaman, Nadeem Uz; Ur … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
This paper aims to analyze factors explaining the capital structure puzzle in the banking sector of Pakistan. Capital Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of the State Bank of Pakistan and the annual reports...
Persistent link: https://www.econbiz.de/10013179668
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Pricing process in Mexico : new evidence on the inflation dynamics
Loría Díaz, Eduardo; Valdez Bonecchi, Gustavo Javier; … - In: Ecos de economía 25 (2021) 52, pp. 4-25
Persistent link: https://www.econbiz.de/10013170705
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Forecasting global FDI : a panel data approach
Vujanovic, Nina; Casella, Bruno; Bolwijn, Richard - In: Transnational corporations : investment and development 28 (2021) 1, pp. 97-125
Persistent link: https://www.econbiz.de/10012666192